Mjoll the Lioness and her sidekick, Aerin, are found wandering the streets of Riften. To get her Follower quest, you must gain her favor. This can be done by agreeing with her about the Thieves' Guild, as shown in the video, or by assisting a citizen of Riften. Here is a list of all of the side-quests in Riften if you are needing one:

Mjoll sends you to recover her missing blade, Grimsever, from the Dwemer ruin Mzinchaleft. Upon returning her blade, she will join you and also be willing to marry you. Mjoll makes a decent follower, with preference of Heavy Armor and Two-Handed weapons. This video covers her AI, which setups work best, and what to expect having her as a follower or a spouse.